-28.7%
ZBH vs NVMI
+261.9%
-290.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +1.1% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -4.5% | -8.4% | +3.9% | -4.1% |
| 3M | +7.6% | -33.6% | +41.1% | +9.7% |
| 6M | +0.3% | -14.7% | +15.0% | -0.1% |
| YTD | +4.5% | +13.2% | -8.7% | +1.4% |
| 1Y | -9.4% | +29.0% | -38.4% | -13.5% |
| 3Y | -21.5% | +215.0% | -236.5% | -37.3% |
| All | -28.7% | +261.9% | -290.6% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling